| Trading Metrics calculated at close of trading on 11-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2020 |
11-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
3,213.42 |
3,123.53 |
-89.89 |
-2.8% |
3,038.78 |
| High |
3,223.27 |
3,123.53 |
-99.74 |
-3.1% |
3,211.72 |
| Low |
3,181.49 |
2,999.49 |
-182.00 |
-5.7% |
3,031.54 |
| Close |
3,190.14 |
3,002.10 |
-188.04 |
-5.9% |
3,193.93 |
| Range |
41.78 |
124.04 |
82.26 |
196.9% |
180.18 |
| ATR |
56.08 |
65.69 |
9.61 |
17.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,413.83 |
3,332.00 |
3,070.32 |
|
| R3 |
3,289.79 |
3,207.96 |
3,036.21 |
|
| R2 |
3,165.75 |
3,165.75 |
3,024.84 |
|
| R1 |
3,083.92 |
3,083.92 |
3,013.47 |
3,062.82 |
| PP |
3,041.71 |
3,041.71 |
3,041.71 |
3,031.15 |
| S1 |
2,959.88 |
2,959.88 |
2,990.73 |
2,938.78 |
| S2 |
2,917.67 |
2,917.67 |
2,979.36 |
|
| S3 |
2,793.63 |
2,835.84 |
2,967.99 |
|
| S4 |
2,669.59 |
2,711.80 |
2,933.88 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,686.27 |
3,620.28 |
3,293.03 |
|
| R3 |
3,506.09 |
3,440.10 |
3,243.48 |
|
| R2 |
3,325.91 |
3,325.91 |
3,226.96 |
|
| R1 |
3,259.92 |
3,259.92 |
3,210.45 |
3,292.92 |
| PP |
3,145.73 |
3,145.73 |
3,145.73 |
3,162.23 |
| S1 |
3,079.74 |
3,079.74 |
3,177.41 |
3,112.74 |
| S2 |
2,965.55 |
2,965.55 |
3,160.90 |
|
| S3 |
2,785.37 |
2,899.56 |
3,144.38 |
|
| S4 |
2,605.19 |
2,719.38 |
3,094.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,233.13 |
2,999.49 |
233.64 |
7.8% |
56.09 |
1.9% |
1% |
False |
True |
|
| 10 |
3,233.13 |
2,998.61 |
234.52 |
7.8% |
46.15 |
1.5% |
1% |
False |
False |
|
| 20 |
3,233.13 |
2,766.64 |
466.49 |
15.5% |
46.35 |
1.5% |
50% |
False |
False |
|
| 40 |
3,233.13 |
2,727.10 |
506.03 |
16.9% |
46.66 |
1.6% |
54% |
False |
False |
|
| 60 |
3,233.13 |
2,191.86 |
1,041.27 |
34.7% |
64.09 |
2.1% |
78% |
False |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
40.0% |
76.76 |
2.6% |
67% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
40.0% |
66.81 |
2.2% |
67% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
40.0% |
58.51 |
1.9% |
67% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,650.70 |
|
2.618 |
3,448.27 |
|
1.618 |
3,324.23 |
|
1.000 |
3,247.57 |
|
0.618 |
3,200.19 |
|
HIGH |
3,123.53 |
|
0.618 |
3,076.15 |
|
0.500 |
3,061.51 |
|
0.382 |
3,046.87 |
|
LOW |
2,999.49 |
|
0.618 |
2,922.83 |
|
1.000 |
2,875.45 |
|
1.618 |
2,798.79 |
|
2.618 |
2,674.75 |
|
4.250 |
2,472.32 |
|
|
| Fisher Pivots for day following 11-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,061.51 |
3,111.38 |
| PP |
3,041.71 |
3,074.95 |
| S1 |
3,021.90 |
3,038.53 |
|